quagld {lmomco} | R Documentation

## Quantile Function of the Generalized Lambda Distribution

### Description

This function computes the quantiles of the Generalized Lambda distribution given parameters (xi, α, kappa, and h) of the distribution computed by `vec2par`. The quantile function of the distribution is

x(F) = x + a*(F^k-(1-F)^h)

where x(F) is the quantile for nonexceedance probability F, xi is a location parameter, α is a scale parameter, and kappa, and h are shape parameters. Note that in this parameterization the scale term is shown in the numerator and not the denominator. This is done in this package as part of the parallel nature between distributions. The scale parameter is often shown have same units and the location parameter.

### Usage

    quagld(f, gldpara, paracheck)

### Arguments

`f` | Nonexceedance probability (0 <= F <= 1).
`gldpara` | The parameters from `vec2par` or similar.
`paracheck` | A logical switch as to whether the validity of the parameters should be checked. Default is `paracheck=TRUE`.

### Value

Quantile value for nonexceedance probability F.

### Author(s)

W.H. Asquith

### References

Karian, Z.A., and Dudewicz, E.J., 2000, Fitting statistical distributions—The generalized lambda distribution and generalized bootstrap methods: CRC Press, Boca Raton, FL, 438 p.

### See Also

`cdfgld`, `pargld`, `lmomgld`, `lmomTLgld`,
`pargld`, `parTLgld`

### Examples

      para <- vec2par(c(123,34,4,3),type="gld")
      quagld(0.5,para)

[Package lmomco version 0.92 Index]